Keybot the Quant flips short at SPX 1746. Watch JJC 40.21 and SOX 488.95 very closely. Semiconductors collapse today.
10/25/13; 10:00 AM EST =
10/23/13; 10:20 AM EST = +32; signal line is +59
10/23/13; 10:45 AM EST = +48; signal line is +60; go short 1746; (Benchmark SPX for 2013 = +22.4%)(Keybot this trade = +3.9%; Keybot for 2013 = +18.0%)(Actual this trade = +7.8%; Actual for 2013 = +15.1%)
10/23/13; 9:37 AM EST = +48; signal line is +60 but algorithm remains long
10/22/13; 10:45 AM EST = +64; signal line is +60
10/22/13; 9:50 AM EST = +78; signal line is +59
10/22/13; 9:48 AM EST = +62; signal line is +58
10/22/13; 9:00 AM EST = +48; signal line is +58 but algorithm remains long
10/21/13; 10:30 AM EST = +48; signal line is +57 but algorithm remains long
10/21/13; 9:30 AM EST = +62; signal line is +57
10/20/13; 7:00 PM EST = +78; signal line is +56
10/18/13; 12:40 PM EST = +78; signal line is +55
10/18/13; 9:57 AM EST = +64; signal line is +54
10/18/13; 9:30 AM EST = +78; signal line is +52
10/17/13; 10:06 AM EST = +64; signal line is +50
10/17/13; 9:00 AM EST = +78; signal line is +48
10/16/13; 3:48 PM EST = +78; signal line is +46
10/16/13; 3:13 PM EST = +64; signal line is +44
10/16/13; 2:46 PM EST = +48; signal line is +41
10/16/13; 9:48 AM EST = +64; signal line is +39
10/16/13; 9:30 AM EST = +48; signal line is +37
10/15/13; 2:32 PM EST = +34; signal line is +35 but algorithm remains long
10/15/13; 2:18 PM EST = +48; signal line is +32
10/15/13; 2:01 PM EST = +64; signal line is +30
10/15/13; 1:56 PM EST = +50; signal line is +28
10/15/13; 1:45 PM EST = +64; signal line is +26
10/15/13; 1:26 PM EST = +48; signal line is +23
10/15/13; 10:17 AM EST = +64; signal line is +21
10/15/13; 9:36 AM EST = +50; signal line is +18
10/14/13; 12:04 PM EST = +64; signal line is +16
10/14/13; 11:08 AM EST = +50; signal line is +13
10/14/13; 10:18 AM EST = +34; signal line is +11
10/14/13; 9:30 AM EST = +50; signal line is +9
10/13/13; 7:00 PM EST = +48; signal line is +7
10/11/13; 2:22 PM EST = +48; signal line is +6
10/11/13; 12:36 PM EST = +34; signal line is +5
10/11/13; 11:43 AM EST = +48; signal line is +5
10/11/13; 10:00 AM EST = +34; signal line is +4
10/11/13; 9:30 AM EST = +34; signal line is +3
10/10/13; 1:42 PM EST = +48; signal line is +3
10/10/13; 11:36 AM EST = +32; signal line is +2
10/10/13; 11:33 AM EST = +16; signal line is +2
10/10/13; 11:02 AM EST = +0; signal line is +2 but algorithm remains long
10/10/13; 10:45 AM EST = +16; signal line is +2; go long 1681; (Benchmark SPX for 2013 = +17.9%)(Keybot this trade = +0.5%; Keybot for 2013 = +14.1%)(Actual this trade = +0.5%; Actual for 2013 = +7.3%)